Gram–Charlier densities: a multivariate approach
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Publication:3650967
DOI10.1080/14697680902773611zbMath1180.91319MaRDI QIDQ3650967
Esther B. Del Brio, Trino-Manuel Ñíguez, Javier Perote
Publication date: 7 December 2009
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697680902773611
62G07: Density estimation
62P05: Applications of statistics to actuarial sciences and financial mathematics
91G70: Statistical methods; risk measures
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Uses Software
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